+609.6%
VLO vs AGI
+389.1%
+220.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +4.0% | -5.4% | +9.3% | +4.3% |
| 30D | +19.0% | +6.6% | +12.4% | +18.5% |
| 3M | +50.0% | +8.2% | +41.8% | +48.9% |
| 6M | +79.1% | -29.3% | +108.4% | +83.5% |
| YTD | +140.3% | -7.4% | +147.6% | +138.0% |
| 1Y | +148.3% | +7.9% | +140.4% | +141.3% |
| 3Y | +194.6% | +206.2% | -11.6% | +140.8% |
| 5Y | +609.6% | +397.6% | +212.0% | +411.0% |
| All | +609.6% | +389.1% | +220.5% | +411.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling